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Stock returns, asymmetric volatility, risk aversion, and business cycle : some new evidence
Kim, Sei-Wan; Lee, Bong-soo - In: Economic inquiry : journal of the Western Economic … 46 (2008) 2, pp. 131-148
Persistent link: https://www.econbiz.de/10003713348
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Impact of international volatility, the Euro, and derivatives on a small stock market
Sarrianidis, Nikolaos; Drimbetas, Evangelos; Konteos, George - In: International review of applied economic research 1 (2006) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10003714654
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Investor sentiment and option prices
Han, Bing - In: The review of financial studies 21 (2008) 1, pp. 387-414
Persistent link: https://www.econbiz.de/10003716174
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Endogenous events and long-run returns
Viswanathan, S.; Wei, Bin - In: The review of financial studies 21 (2008) 2, pp. 855-888
Persistent link: https://www.econbiz.de/10003716659
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Robust outlier detection for Asia-Pacific stock index returns
Ané, Thierry; Ureche-Rangau, Loredana; Gambet, Jean-Benoît - In: Journal of international financial markets, … 18 (2008) 4, pp. 326-343
Persistent link: https://www.econbiz.de/10003727941
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Variable rare disasters : a tractabel theory of ten puzzles in macro-finance
Gabaix, Xavier - In: The American economic review 98 (2008) 2, pp. 64-67
Persistent link: https://www.econbiz.de/10003730014
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Mandatory disclosure and stock returns : evidence from the over-the-counter market
Ferrell, Allen - In: The journal of legal studies 36 (2007) 2/1, pp. 213-251
Persistent link: https://www.econbiz.de/10003730976
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Value-at-risk : an analysis of January and non-January returns
Huffman, Stephen P.; Moll, Cliff - In: Quarterly journal of finance & accounting : QJFA 47 (2008) 1, pp. 97-107
Persistent link: https://www.econbiz.de/10003753484
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Corporate bond returns and volatility
Cai, Nianyun; Jiang, Xiaoquan - In: The financial review : the official publication of the … 43 (2008) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003755341
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Long-memory in stock return volatility for South Africa
Jayasuriya, Shamila A. - In: Journal of emerging markets 13 (2008) 1, pp. 7-17
Persistent link: https://www.econbiz.de/10003756620